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U.S. RMBS Classes Affected By The Sept. 23, 2011, Rating Actions Sep 11 Product Image

U.S. RMBS Classes Affected By The Sept. 23, 2011, Rating Actions Sep 11

  • ID: 1924833
  • September 2011
  • Region: United States
  • Standard & Poors

FEATURED COMPANIES

  • Argent Securities Inc.
  • C-BASS 2006-CB2 Trust
  • C-Bass 2007-CB6 Trust
  • GSAMP Trust 2005-AHL2
  • GSAMP Trust 2006-HE2
  • GSRPM Mtg Ln Trust 2006-2
  • MORE

Abstract
The following tables provide the issuers, series, and CUSIPs for the classes of U.S. residential mortgage-backed securities (RMBS) transactions affected by the Sept. 23, 2011, rating actions. For the related press release, please see "367 Ratings Lowered To 'D (sf)' On 275 U.S. RMBS Transactions Issued Between 1994 And 2008," published Sept. 23, 2011....

Standard and Poors RatingsXpress Credit Research provides in-depth coverage of international corporates, financial institutions, insurance companies, utilities, sovereigns and structured finance programs. RatingsXpress Credit Research lets users determine the credit rating of holdings and identify key factors underlying an issuer's creditworthiness, distinguishes the different risk exposures for new and existing deals, and provides an understanding of how their analysts interpret key regulatory, political and environmental events and their economic impact.

Research Type: Commentary
Criteria articles describe the thought process and methodology Standard & Poor's analysts use in determining ratings. These commentary pieces discuss both the quantitative (economic and financial) and qualitative (business analysis and caliber of management) aspects of the analysis, as well as legal issues.

- Salomon Brothers Mortgage Securities VII Inc.
- Structured Asset Securities Corp.
- Financial Asset Securities Corp.
- Credit Suisse First Boston Mortgage Securities Corp.
- Ameriquest Mortgage Securities Inc.
- CSFB ABS Trust Series 2001-HE25
- Amortizing Residential Collateral Trust 2002-BC5
- Bear Stearns ARM Trust 2003-1
- Alternative Loan Trust 2003-6T2
- Alternative Loan Trust 2003-12CB
- Alternative Loan Trust 2003-18CB
- Argent Securities Inc.
- Sequoia Mortgage Trust 2003-5
- Alternative Loan Trust 2003-J1
- RESIX Finance Limited
- MASTR Adjustable Rate Mortgages Trust 2003-4
- Sequoia Mortgage Trust 2003-8
- Sequoia Mortgage Trust 2004-1
- WaMu Mortgage Pass-Through Certificates Series 2004-AR1 Trust
- Bear Stearns ARM Trust 2004-1
- Provident Funding Mortgage Loan Trust 2004-1
- MASTR Alternative Loan Trust 2004-4
- CHL Mortgage Pass-Through Trust 2004-6
- Alternative Loan Trust 2004-J3
- Bear Stearns ARM Trust 2004-5
- GSAMP Trust 2004-SEA2
- CHL Mortgage Pass-Through Trust 2004-12
- Terwin Mortgage Trust 2004-13 ALT
- Banc of America Funding 2004-A Trust
- MASTR Asset Securitization Trust 2004-9
- CHL Mortgage Pass-Through Trust 2004-HYB6
- RALI Series 2004-QA4 Trust
- RAMP Series 2004-RS9 Trust
- FNBA Mortgage Loan Trust 2004-AR1
- MASTR Seasoned Securitization Trust 2004-1
- First Horizon Alternative Mortgage Securities Trust 2004-AA4
- Impac CMB Trust Series 2004-9
- Adjustable Rate Mortgage Trust 2004-3
- Securitized Asset Backed Receivables LLC Trust 2004-NC3
- Bear Stearns Asset Backed Securities I Trust 2004-AC7
- Bear Stearns ALT-A Trust 2004-12
- Residential Asset Securitization Trust 2004-IP2
- RAMP Series 2004-RS12 Trust
- CHL Mortgage Pass-Through Trust 2004-29
- Adjustable Rate Mortgage Trust 2004-5
- First Franklin Mortgage Loan Trust 2004-FF8
- CHL Mortgage Pass-Through Trust 2004-25
- Structured Adjustable Rate Mortgage Loan Trust
- Wells Fargo Mortgage Backed Securities 2005-AR1 Trust
- RALI Series 2005-QS1 Trust
- Opteum Mortgage Acceptance Corporation
- Alternative Loan Trust 2005-J1
- GSR Mortgage Loan Trust 2005-1F
- GSR Mortgage Loan Trust 2005-AR1
- Citigroup Mortgage Loan Trust, Series 2005-OPT1
- WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust
- HarborView Mortgage Loan Trust 2005-1
- ChaseFlex Trust Series 2005-1
- Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2005-A
- First Horizon Alternative Mortgage Securities Trust 2005-FA3
- WaMu Mortgage Pass-Through Certificates Series 2005-AR5 Trust
- Washington Mutual MSC Mortgage Pass-Through Certificates Series 2005-RA1 Trust
- Alternative Loan Trust 2005-21CB
- Banc of America Funding 2005-C Trust
- GreenPoint MTA Trust 2005-AR1
- Bear Stearns Alt A Trust 2005-4
- GSR Mortgage Loan Trust 2005-AR3
- Structured Asset Securities Corporation Trust 2005-10
- NovaStar Mortgage Funding Trust Series 2005-2
- Real Estate Synthetic Investment Securities, Series 2005-B
- American Home Mortgage Investment Trust 2005-2
- IndyMac INDX Mortgage Loan Trust 2005-AR13
- GreenPoint MTA Trust 2005-AR3
- First Horizon Mortgage Pass Through Trust 2005-AR3
- Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A5
- Securitized Asset Backed Receivables LLC Trust 2005-FR3
- Structured Adjustable Rate Mortgage Loan Trust Series 2005-17
- Bear Stearns Asset Backed Securities I Trust 2005-AC5
- MLMS 2005-ACR1 Ltd
- Alternative Loan Trust 2005-43
- Washington Mutual Mortgage Pass-Through Certificates WMALT 2005-7 Trust
- WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust
- Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AP3
- American Home Mortgage Investment Trust 2005-3
- Renaissance Home Equity Loan Trust 2005-3
- Banc of America Funding 2005-G Trust
- Alternative Loan Trust 2005-59
- Prime Mortgage Trust 2005-4
- First Horizon Mortgage Pass-Through Trust 2005-AR5
- Carrington Mortgage Loan Trust, Series 2005-NC5
- Bear Stearns Asset Backed Securities I Trust 2005-CL1
- MortgageIT Trust 2005-5
- GSAA Home Equity Trust 2005-12
- Morgan Stanley Mortgage Loan Trust 2005-6AR
- Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, 2005-5
- Structured Adjustable Rate Mortgage Loan Trust Series 2005-21
- MASTR Asset Backed Securities Trust 2005-AB1
- Luminent Mortgage Trust 2005-1
- ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE7
- IndyMac INDX Mortgage Loan Trust 2005-AR31
- Lehman Mortgage Trust 2005-2
- Popular ABS Mortgage Pass-Through Trust 2005-D
- Home Equity Asset Trust 2005-9
- NovaStar Mortgage Funding Trust, Series 2005-4
- Morgan Stanley ABS Capital I Inc. Trust 2005-HE7
- GSAMP Trust 2005-AHL2
- GSAMP Trust 2005-HE6
- Alternative Loan Trust 2005-76
- CHL Mortgage Pass-Through Trust 2005-31
- Bear Stearns ARM Trust 2005-12
- JPMorgan Mortgage Trust 2005-S3
- MASTR Reperforming Loan Trust 2006-1
- CWABS Asset-Backed Certificates Trust 2006-1
- Adjustable Rate Mortgage Trust 2006-1
- CWABS Asset-Backed Notes Trust 2006-SD1
- C-BASS 2006-CB2 Trust
- Banc of America Funding 2006-B Trust
- New Century Home Equity Loan Trust 2006-1
- GSAMP Trust 2006-HE2
- MASTR Adjustable Rate Mortgages Trust 2006-OA1
- Banc of America Funding 2006-D Trust
- Alternative Loan Trust 2006-J3
- Bear Stearns Alt-A Trust 2006-3
- Bravo Mortgage Asset Trust 2006-1
- Banc of America Funding 2006-E Trust
- Morgan Stanley Mortgage Loan Trust 2006-7
- SASI Finance Limited Partnership 2006-A
- Carrington Mortgage Loan Trust, Series 2006-FRE1
- New Century Home Equity Loan Trust 2006-2
- MASTR Alternative Loan Trust 2006-3
- Structured Asset Mortgage Investments II Trust 2006-AR4
- Citigroup Mortgage Loan Trust 2006-AR5
- CWABS Asset Backed Certificates Trust 2006-10
- Banc of America Mortgage 2006-2 Trust
- Banc of America Funding 2006-F Trust
- CWABS Asset-Backed Certificates Trust 2006-9
- Washington Mutual Mortgage Pass-Through certificates WMALT Series 2006-5 Trust
- RALI Series 2006-QA5 Trust
- Asset Backed Securities Corporation Home Equity Loan Trust, Series OOMC 2006-HE5
- Terwin Mortgage Trust 2006-7
- Adjustable Rate Mortgage Trust 2006-3
- C-BASS 2006-CB6 Trust
- RASC Series 2006-KS6 Trust
- Carrington Mortgage Loan Trust, Series 2006-NC3
- RAMP Series 2006-RS5 Trust
- Sequoia Mortgage Trust 2006-1
- Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC2
- Citigroup Mortgage Loan Trust 2006-HE2
- CWABS Asset-Backed Notes Trust 2006-SD3
- Soundview Home Loan Trust 2006-EQ1
- Banc of America Alternative Ln Trust 2006-7
- Carrington Mortgage Loan Trust Series 2006-NC4
- Merrill Lynch Mtg Investors Trust Series 2006-OPT1
- CWABS Asset-Bckd Certs Trust 2006-19
- Carrington Mtg Ln Trust Ser 2006-FRE2
- WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust
- Chase Mtg Fin Trust Ser 2006-S3
- Chase Mortgage Finance Trust Series 2006-S4
- Citicorp Residential Mortgage Trust Series 2006-3
- Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC4
- Banc of America Funding 2006-I Trust
- ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3
- Fremont Home Loan Trust 2006-E
- Carrington Mortgage Loan Trust, Series 2006-NC5
- RALI Series 2006-QS 18 Trust
- First Horizon Mortgage Pass-Through Trust 2006-AR4
- Renaissance Home Equity Loan Trust 2006-4
- CWABS Asset-Backed Certificates Trust 2006-24
- Alternative Loan Trust 2006-OA21
- WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust
- Carrington Mortgage Loan Trust, Series 2007-RFC1
- RFMSI Series 2007-S1 Trust
- HSI Asset Loan Obligation Trust 2007-WF1
- GreenPoint Mortgage Funding Trust, Series 2007-AR1
- Morgan Stanley ABS Capital I Inc. Trust 2007-HE3
- Morgan Stanley ABS Capital I Inc. Trust 2007-HE2
- Citigroup Mortgage Loan Trust 2007-AR4
- Adjustable Rate Mortgage Trust 2007-1
- Chase Mortgage Finance Trust Series 2007-A1
- ACE Securities Corp Home Equity Loan Trust Series 2007-HE2
- WaMu Mortgage Pass-Through Certificates Series 2007-OA3 Trust
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust
- Morgan Stanley ABS Captial I Inc. Trust 2007-HE4
- Citigroup Mortgage Loan Trust 2007-AMC2
- GSAMP Trust 2007-HE2
- Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-2
- RFMSI Series 2007-S4 Trust
- Alternative Loan Trust 2007-OA6
- Citigroup Mortgage Loan Trust 2007-AMC3
- HSI Asset Securitization Corporation Trust 2007-HE2
- Structured Asset Securities Corporation Mortgage Loan Trust 2007-GEL2
- CHL Mortgage Pass-Through Trust 2007-10
- JPMorgan Alternative Loan Trust 2007-A2
- Banc of America Alternative Loan Trust 2007-2
- Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA3
- American Home Mortgage Assets Trust 2007-3
- WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
- Citigroup Mortgage Loan Trust 2007-WFHE3
- Wells Fargo Alternative Loan 2007-PA3 Trust
- Citigroup Mortgage Loan Trust 2007-AMC4
- Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4
- Bear Stearns ARM Trust 2007-2
- RAAC Series 2007-SP2 Trust
- C-Bass 2007-CB6 Trust
- Alternative Loan Trust 2007-OH3
- Alternative Loan Trust 2007-HY8C
- Thornburg Mortgage Securities Trust 2007-3
- Merrill Lynch Mortgage Investors Trust Series MLCC 2007-3
- MASTR Asset Backed Securities Trust 2007-NCW
- Bear Stearns ARM Trust 2007-5
- Sequoia Mortgage Trust 2007-4
- Structured Asset Mortgage Investments II Trust 2007-AR4
- Renaissance Home Equity Loan Trust 2007-3
- CWABS Asset-Backed Notes Trust 2007-SEA2
- Citigroup Mortgage Loan Trust 2007-WFHE4
- Morgan Stanley Mortgage Loan Trust 2007-14AR
- Bear Stearns Structured Products Inc. Trust 2007-R8
- Structured Adjustable Rate Mortgage Loan Trust, Series 2007-11
- BNC Mortgage Loan Trust 2007-4
- BCAP LLC 2008-RR1 Trust
- RBSGC Structured Trust Pass Through Certificates, Series 2008-A
- SASCO Company 2008-3
- J.P. Morgan Mortgage Trust, Series 2008-R2
- Jefferies Resecuritization Trust 2008-R3
- Structured Adjustable Rate Mortgage Loan Trust, Series 2005-7
- Structured Adjustable Rate Mortgage Loan Trust, Series 2005-2
- Structured Adjustable Rate Mortgage Loan Trust, Series 2005-4
- Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC4
- WaMu Mortgage Pass-Through Certificates Series 2004-CB1 Trust
- WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust
- Fremont Home Loan Trust 2004-4
- GSRPM Mtg Ln Trust 2006-2

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